.Today, I've been asked to call the variations for a set of BAM files mapped on a reference genome without this 'chr' prefix. One way to get around this problem is to change the header for those BAM. Another way is to create a copy of the faidx file where the 'chr' prefixes have been removed (the faidx is still valid as the positions in the chromosomes didn't change):

sed 's/^chr//' hg19.fa.fai > hg19_NOPREFIX.fa.fai

and to create a symbolic link named hg19_NOPREFIX.fa pointing to the original reference: